Introduction Optimization is always the ultimate goal whether you are dealing with a real life problem or building a software product. I, as a computer science student, always fiddled with optimizing my code to the extent that I could brag about its…

不是一个机器学习算法 是一种基于搜索的优化方法 作用:最小化一个损失函数 梯度上升法:最大化一个效用函数 import matplotlib.pyplot as plt import numpy as np plot_x = np.linspace(-1, 6, 141) # 损失函数 plot_y = (plot_x - 2.5) ** 2 - 1 plt.plot(plot_x, plot_y) plt.scatter(plot_x[:70:10], plot_y[: 大专栏  Introd…

A Gentle Introduction to the Gradient Boosting Algorithm for Machine Learning by Jason Brownlee on September 9, 2016 in XGBoost 0 0 0 0   Gradient boosting is one of the most powerful techniques for building predictive models. In this post you will d…

Logistic Regression and Gradient Descent Logistic regression is an excellent tool to know for classification problems. Classification problems are problems where you are trying to classify observations into groups. To make our examples more concrete,…

1.线性回归 假设线性函数如下: 假设我们有10个样本x1,y1),(x2,y2).....(x10,y10),求解目标就是根据多个样本求解theta0和theta1的最优值. 什么样的θ最好的呢?最能反映这些样本数据之间的规律呢? 为了解决这个问题,我们需要引入误差分析预测值与真实值之间的误差为最小. 2.梯度下降算法 梯度下降的场景: 梯度下降法的基本思想可以类比为一个下山的过程.假设这样一个场景:一个人被困在山上,需要从山上下来(i.e. 找到山的最低点,也就是山谷). 但此时山上的浓雾很…

An overview of gradient descent optimization algorithms Table of contents: Gradient descent variantsChallenges Batch gradient descent Stochastic gradient descent Mini-batch gradient descent Gradient descent optimization algorithms Momentum Nesterov a…

原文地址:An overview of gradient descent optimization algorithms An overview of gradient descent optimization algorithms Note: If you are looking for a review paper, this blog post is also available as an article on arXiv. Update 15.06.2017: Added deriva…

这篇论文最早是一篇2016年1月16日发表在Sebastian Ruder的博客.本文主要工作是对这篇论文与李宏毅课程相关的核心部分进行翻译. 论文全文翻译: An overview of gradient descent optimization algorithms 梯度下降优化算法概述 0. Abstract 摘要: Gradient descent optimization algorithms, while increasingly popular, are often used as…

FITTING A MODEL VIA CLOSED-FORM EQUATIONS VS. GRADIENT DESCENT VS STOCHASTIC GRADIENT DESCENT VS MINI-BATCH LEARNING. WHAT IS THE DIFFERENCE? In order to explain the differences between alternative approaches to estimating the parameters of a model,…

[前言] 对于矩阵(Matrix)的特征值(Eigens)求解,采用数值分析(Number Analysis)的方法有一些,我熟知的是针对实对称矩阵(Real Symmetric Matrix)的特征值和特征向量(Characteristic Vectors)求解算法——雅克比算法(Jacobi).Jacobi算法的原理和实现可以参考[https://blog.csdn.net/zhouxuguang236/article/details/40212143].通过Jacobi算法可以以任意精度近…